CEG Options History — November 2025 In November 2025, CEG traded between $335.97 and $379.06. ATM implied volatility averaged 52.1%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 1.6% (HV 20d: 50.6%). Max pain ranged from $340.00 to $390.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.36.
Notable Days 2025-11-07 : Highest Volume — 21,479 contracts2025-11-07 : Largest IV drop — 8.8% change2025-11-03 : Highest IV Rank — 36.6%2025-11-04 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $353.17 $335.97 $379.06 $379.06 $362.04 Max Pain $376.84 $340.00 $390.00 $340.00 $370.00 ATM IV 52.1% 46.4% 58.5% 58.5% 46.4% Expected Move 15.4% 13.7% 18.9% 18.1% 13.7% HV 20d 50.6% 44.7% 55.0% 52.6% 44.7% HV 60d 44.3% 41.5% 46.5% 41.5% 46.5% IV Rank 25.0% 13.9% 36.6% 36.6% 13.9% IV Percentile 59.0% 36.1% 82.5% 82.5% 36.1% Term Structure -0.3% -1.6% 2.7% -1.2% 0.0% VWIV 54.1% 49.3% 66.2% 66.0% 49.6% Skew 25d 3.2% 0.0% 6.0% 0.6% 5.0% Skew 10d 9.2% 1.4% 32.4% 3.4% 10.8% Call IV 25d 51.0% 44.0% 59.6% 59.1% 44.0% Put IV 25d 54.2% 49.0% 60.1% 59.6% 49.0% Bid-Ask Spread % 50.71 37.45 59.18 49.80 51.25 Gamma HHI 0.05 0.04 0.07 0.04 0.05 Net GEX -249.9K -13.6M 10.5M 10.5M 10.5M Net DEX -522.2M -1.10B -132.8M -1.10B -727.4M Net VEX -7.2M -7.6M -6.9M -7.6M -6.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.36 0.38 2.77 1.62 1.37 Total Volume 10,604.526 4,397 21,479 10,931 4,590 Total OI 190,053.895 165,826 206,997 184,333 175,213
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2025-11-03 $379.06 $340.00 58.5% 18.1% 52.6% 36.6% 66.0% 0.6% -1.2% 10.5M -1.10B -7.6M 1.62 49.80 N/A N/A 4,174 6,757 79,078 105,255 2025-11-04 $362.53 $340.00 58.1% 18.9% 55.0% 35.9% 66.2% 0.1% 0.2% 3.8M -762.6M -7.6M 1.98 52.93 N/A N/A 2,471 4,898 81,289 106,415 2025-11-05 $365.88 $340.00 57.4% 18.5% 53.8% 34.6% 64.2% 3.5% -1.0% 4.5M -824.6M -7.6M 0.59 54.76 N/A N/A 6,951 4,108 81,637 107,797 2025-11-06 $349.61 $390.00 56.1% 15.8% 53.8% 32.5% 56.3% 0.0% 0.2% -4.9M -433.1M -7.5M 1.62 37.45 N/A N/A 7,262 11,794 83,728 109,726 2025-11-07 $356.60 $390.00 51.1% 14.5% 53.2% 24.0% 50.3% 3.2% -0.7% -10.0M -549.6M -7.3M 1.42 57.59 N/A N/A 8,874 12,605 85,309 114,075 2025-11-10 $360.85 $390.00 50.4% 14.9% 51.7% 22.7% 51.7% 3.8% 1.2% 7.8M -751.9M -7.3M 0.80 43.67 N/A N/A 6,454 5,186 82,511 106,117 2025-11-11 $352.88 $390.00 49.1% 14.4% 51.9% 20.3% 49.8% 4.0% 0.0% 2.9M -577.1M -7.2M 2.08 47.48 N/A N/A 2,717 5,652 85,313 107,365 2025-11-12 $353.87 $390.00 49.3% 14.2% 49.5% 20.6% 50.2% 3.4% 0.7% 1.8M -563.3M -7.2M 1.38 51.05 N/A N/A 1,847 2,550 86,612 109,940 2025-11-13 $336.32 $390.00 50.3% 15.0% 51.8% 22.3% 51.8% 0.8% 2.7% -12.6M -132.8M -7.0M 1.58 54.22 N/A N/A 4,495 7,086 87,148 110,877 2025-11-14 $341.23 $390.00 51.0% 14.8% 52.1% 23.5% 51.6% 2.5% -0.0% -10.1M -221.9M -7.1M 1.12 55.07 N/A N/A 6,421 7,196 88,281 113,078 2025-11-17 $335.97 $390.00 52.5% 15.0% 50.1% 26.1% 52.5% 3.5% -1.4% -6.7M -157.5M -6.9M 0.81 53.53 N/A N/A 4,041 3,258 83,938 108,955 2025-11-18 $340.73 $380.00 53.0% 15.3% 49.0% 27.0% 52.7% 5.0% -1.4% -4.0M -270.4M -7.0M 2.77 54.55 N/A N/A 2,232 6,184 85,424 110,742 2025-11-19 $358.78 $390.00 53.3% 15.3% 52.2% 26.2% 54.2% 4.1% -1.2% 7.7M -681.1M -7.1M 0.92 49.78 N/A N/A 4,923 4,550 85,597 112,401 2025-11-20 $347.69 $380.00 54.9% 15.8% 51.2% 28.8% 56.0% 3.3% -1.3% -1.5M -442.6M -7.0M 1.09 59.18 N/A N/A 6,784 7,412 87,660 114,240 2025-11-21 $340.09 $380.00 51.9% 15.0% 45.0% 23.7% 52.4% 5.0% -0.6% -13.6M -184.0M -7.1M 2.32 58.52 N/A N/A 4,935 11,441 89,302 117,695 2025-11-24 $354.98 $380.00 49.7% 15.0% 48.3% 19.7% 51.0% 3.7% 0.6% 252.3K -483.1M -7.0M 0.38 44.95 N/A N/A 6,895 2,650 69,735 96,091 2025-11-25 $351.31 $370.00 50.1% 14.8% 48.3% 20.4% 53.0% 6.0% -1.1% 773.9K -428.8M -7.1M 0.85 43.82 N/A N/A 3,585 3,053 72,967 97,171 2025-11-26 $359.77 $370.00 47.2% 14.1% 46.6% 15.4% 49.3% 3.9% -1.6% 8.2M -632.4M -7.1M 1.17 43.83 N/A N/A 2,517 2,938 74,187 98,155 2025-11-28 $362.04 $370.00 46.4% 13.7% 44.7% 13.9% 49.6% 5.0% 0.0% 10.5M -727.4M -6.9M 1.37 51.25 N/A N/A 1,937 2,653 75,000 100,213
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